+118.9%
EOG vs MTUM
+357.8%
-239.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.8% |
| 7D | +1.5% | +0.7% | +0.8% | +1.1% |
| 30D | +2.9% | -2.4% | +5.4% | +4.2% |
| 3M | +8.7% | -3.6% | +12.4% | +9.1% |
| 6M | +12.9% | +23.7% | -10.8% | -4.7% |
| YTD | +43.8% | +22.9% | +20.9% | +21.1% |
| 1Y | +27.1% | +21.8% | +5.3% | +7.3% |
| 3Y | +25.9% | +114.4% | -88.5% | -31.4% |
| 5Y | +177.9% | +79.6% | +98.4% | +71.1% |
| All | +118.9% | +357.8% | -239.0% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling